Renormalization analysis of catalytic Wright-Fisher diffusions
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1. | Title | Title of document | Renormalization analysis of catalytic Wright-Fisher diffusions |
2. | Creator | Author's name, affiliation, country | Jan M. Swart; UTIA |
2. | Creator | Author's name, affiliation, country | Klaus Fleischmann; WIAS Berlin |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | Renormalization, catalytic Wright-Fisher diffusion, embedded particle system, extinction, unbounded growth, interacting diffusions, universality. |
3. | Subject | Subject classification | 82C28;82C22;60J60;60J80 |
4. | Description | Abstract | Recently, several authors have studied maps where a function, describing the local diffusion matrix of a diffusion process with a linear drift towards an attraction point, is mapped into the average of that function with respect to the unique invariant measure of the diffusion process, as a function of the attraction point. Such mappings arise in the analysis of infinite systems of diffusions indexed by the hierarchical group, with a linear attractive interaction between the components. In this context, the mappings are called renormalization transformations. We consider such maps for catalytic Wright-Fisher diffusions. These are diffusions on the unit square where the first component (the catalyst) performs an autonomous Wright-Fisher diffusion, while the second component (the reactant) performs a Wright-Fisher diffusion with a rate depending on the first component through a catalyzing function. We determine the limit of rescaled iterates of renormalization transformations acting on the diffusion matrices of such catalytic Wright-Fisher diffusions. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | Work sponsered through a number of grants of the German Science Foundation, and by the Czech Science Foundation (GAv CR grant 201/06/1323). The second author thanks the Weierstrass Institute for its hospitality in August 2004. |
7. | Date | (YYYY-MM-DD) | 2006-08-03 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ejp.ejpecp.org/article/view/341 |
10. | Identifier | Digital Object Identifier | 10.1214/EJP.v11-341 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Journal of Probability; Vol 11 |
12. | Language | English=en | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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